Albrecher, H.; Asmussen, S.; Kortschak, D. Tail asymptotics for dependent subexponential differences. (English. Russian original) Zbl 1257.62016 Sib. Math. J. 53, No. 6, 965-983 (2012); translation from Sib. Mat. Zh. 53, No. 6, 1209-1230 (2012). MSC: 62E20 62G32 62H05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Sib. Math. J. 53, No. 6, 965--983 (2012; Zbl 1257.62016); translation from Sib. Mat. Zh. 53, No. 6, 1209--1230 (2012) Full Text: DOI
Asmussen, Søren; Biard, Romain Ruin probabilities for a regenerative Poisson gap generated risk process. (English) Zbl 1229.91151 Eur. Actuar. J. 1, No. 1, 3-22 (2011). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60F10 60K20 60K05 60G44 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{R. Biard}, Eur. Actuar. J. 1, No. 1, 3--22 (2011; Zbl 1229.91151) Full Text: DOI
Asmussen, Søren; Rojas-Nandayapa, Leonardo Asymptotics of sums of lognormal random variables with Gaussian copula. (English) Zbl 1151.60009 Stat. Probab. Lett. 78, No. 16, 2709-2714 (2008). MSC: 60F05 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{L. Rojas-Nandayapa}, Stat. Probab. Lett. 78, No. 16, 2709--2714 (2008; Zbl 1151.60009) Full Text: DOI HAL
Albrecher, Hansjörg; Asmussen, Søren; Kortschak, Dominik Tail asymptotics for the sum of two heavy-tailed dependent risks. (English) Zbl 1142.60009 Extremes 9, No. 2, 107-130 (2006). Reviewer: R. E. Maiboroda (Kyïv) MSC: 60E05 62E20 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Extremes 9, No. 2, 107--130 (2006; Zbl 1142.60009) Full Text: DOI